+145.1%
EWY vs TSLL
-58.7%
+203.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.6% | -4.6% | +3.1% |
| 7D | -10.4% | -21.2% | +10.8% | -8.0% |
| 30D | -25.4% | -13.3% | -12.1% | -24.2% |
| 3M | -16.5% | +15.4% | -31.9% | -18.1% |
| 6M | -24.7% | -34.2% | +9.5% | -22.3% |
| YTD | +40.9% | -52.9% | +93.8% | +48.5% |
| 1Y | +49.8% | -54.3% | +104.2% | +57.6% |
| 3Y | +134.8% | -18.4% | +153.2% | +112.7% |
| All | +145.1% | -58.7% | +203.8% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling